calling scripts from indicator

Let's start with your last question first: I use WinSpector for finding message ids. That's an old tool similar to Windows Spy++. It's not available anymore, only via the internet archive. Here is the last link with a working download: WinSpector @web.archive.org

With WinSpector you can select a window and filter all incoming messages, until you like the result. You will see the internal message "MetaTrader4_Internal_Message" popping up all the time, and the Win32 documentation shows you how to register and use such a message. It's used in different places of MT4 and you will also find some uses of it in the MQL5 forum. Just google for it. In the Expander it's here: helper.cpp

This info again comes from WinSpector. When you launch any program via a click in the MT4 Navigator's treeview, then a standard Windows message is sent to the main window. It holds the action/command to execute (launch_program) in the first parameter and the path to the executable program in the second parameter. The command ids you can find with WinSpector: defines.h and the second parameter is a pointer to a string buffer holding the path to the EX4 file. You find this because the hex value looks like a pointer, so you just dump the memory pointed to and - voila - there we have the path. That's classic reverse engineering, there is no defined scheme what message ids have to be. Think like a Win32 developer: what do I need when I want to launch a program from a mouse click? I need the type of action I want to execute (typically an id), and I need to specify what was clicked (in this case a name or path, so it's a string). So, wParam is most probably a string pointer. Let's dump it...
For inspecting an application's memory I use WinHex. I enter the assumed pointer seen in WinSpector into WinHex memory browser and can see what is stored. Essentially I'm navigating the heap of MT4 at runtime.

Now why PostMessage() and not SendMessage()? Because SendMessage works synchronously and PostMessage not. With SendMessage() the application (MT4) would wait until the call to SendMessage returns. That would essentially block your program - MT4 hung itself up in an infinite wait loop. On the other hand, PostMessage just delivers the message to the queue and returns immediately. That's what we need here. Standard Win32 message functionality.

But there is a catch. The message contains a pointer to a string buffer. That buffer is on the heap. PostMessage immediately returns and the message queue just does it's regular work, processing one message after the other until your message gets processed. That will be a few milliseconds later than your PostMessage call returned. Now it is your responsibility that the memory of the string buffer on the heap (holding the path to the EX4 file) is still valid. In a regular Win32 application that wouldn't be an issue. But in MT4, if you call PostMessage from a script or an expert things change because scripts and experts are executed in their own thread. In MT4 every tick of an expert is executed in a different thread. A core principle of win32 multi-threading is to not block other parts of the application. But it also means, as soon as your script terminates or the expert's tick funtion returns, allocated resources may be immediately released. Which means the memory for your string buffer on the heap will be released, and at the moment the message queue wants to process your message it finds a string pointer but the memory is gone - and boom - you just crashed MT4. So, your task as a developer is to make sure that the memory holding your buffer is still valid at the time the message is processed. I do this by moving the call LoadMqlProgram() to my DLL and pinning the DLL in memory, so it doesn't get unloaded after the call (DLL pinning). Then I allocate the buffer for the passed string in the DLL, not in the MQL program. Meaning, the DLL is unloaded (and memory released) only on application shutdown by the OS.



ps: Please don't download DLLs from this thread. They are many years old, outdated and contain serious bugs.
The latest version is here (you need a free Github account): rsfMT4Expander.dll

That's a great and detailed explanation! Thank you! I will now try sniffing MT5 messages with WinSpector.

It looks like this has already been done for MQL5 in this library: https://www.mql5.com/ru/code/viewcod...7/MTTester.mqh
The basic script-executing logic is very simple:

The trick is to know the script index. Scripts aren't executed by their name via API, they are executed by their number in the directory. And all .ex5 programs are numbered sequentially - first, all the files from the Experts folder, then all the files from the Indicators, and only then all the files from the Scripts folder. So, you have to roam all those dirs (including all subdirectories!) with something like FindFirstFileW and FindNextFileW and enumerate the files, getting the number (index) of the one you need to run.

Hope this helps other people who are looking to dynamically run different scripts from other MQL5 programs.